Page 1

Calendar Anomalies and Arbitrage (World Scientific Series in Finance) (Volume 2)

This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. A complete update of US anomalies such as the January turn-of-the year, turn-of-the-month, January barometer, sell in May and go away, holidays, days of the week, options expiry and other effects is given concentrating on the futures markets where these anomalies can be easily applied. Other effects that lend themselves to modified buy and hold cash strategies include the presidential election and factor models based on fundamental anomalies. The ideas have been used successfully by the author in personal and managed accounts and hedge funds.

eBook PDF,


Descriptions This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. A complete update of US anomalies such as the January turn-of-the year, turn-of-the-month, January barometer, sell in May and go away, holidays, days of the week, options expiry and other effects is given concentrating on the futures markets where these anomalies can be easily applied. Other effects that lend themselves to modified buy and hold cash strategies include the presidential election and factor models based on fundamental anomalies. The ideas have been used successfully by the author in personal and managed accounts and hedge funds.


Details Author : William T. Ziemba Pages : pages Publisher : World Scientific Publishing Company Language : ISBN-10 : 9814417459 ISBN-13 : 9789814417457 ●


Book Image


Download Book If You Want To Download This Books , Please Click Button DOWNLOAD or Click Link

Link Download Calendar Anomalies and Arbitrage (World Scientific Series in Finance) (Volume 2)

OR

Profile for Walton232203

*View_pdf* Calendar Anomalies and Arbitrage (World Scientific Series in  

This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. A complete update of...

*View_pdf* Calendar Anomalies and Arbitrage (World Scientific Series in  

This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. A complete update of...

Advertisement